+2,894.9%
DXCM vs PEGA
+3,047.2%
-152.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.7% |
| 7D | -3.2% | +3.3% | -6.5% | -4.2% |
| 30D | +6.3% | +17.7% | -11.4% | +0.8% |
| 3M | +21.1% | +5.8% | +15.3% | +18.1% |
| 6M | +20.6% | -20.3% | +40.8% | +27.4% |
| YTD | +32.4% | -37.1% | +69.6% | +48.6% |
| 1Y | +8.8% | -30.2% | +39.0% | +17.1% |
| 3Y | -13.7% | +48.1% | -61.8% | -32.1% |
| 5Y | -35.2% | -46.8% | +11.6% | -32.3% |
| 10Y | +281.8% | +191.3% | +90.5% | +130.9% |
| All | +2,894.9% | +3,047.2% | -152.3% | +583.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling